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Symphonies
Protected Leverage 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2 | 136% AR | 28% DD | 2011-22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switch between Risk ON and Risk OFF using bond trends. In calm times it buys recently sold‑off leveraged funds for rebounds; in stress it shifts to USD/gold/Treasuries or inverse funds, guided by volatility and interest‑rate signals.
NutHow it works
Each day it checks: Are bonds (BND) up over ~11 weeks? If yes = Risk ON; if not = Risk OFF. Risk ON: if “fear” (UVXY) isn’t hot, buy 4 funds (mostly 3x tech/semis/S&P/financials, plus bonds/commodities) with the lowest 21‑day RSI (a 0–100 recent‑move score; low = recently fell). If fear is hot, rotate more cautiously or choose the calmer of TMF/TMV (long/short long‑Treasuries). Risk OFF: rising rates → USD + an inverse fund (tech or bonds). Falling rates → gold + long Treasuries + defensive/market‑neutral. Rebalanced daily.
CheckmarkValue prop
Out-of-sample upside potential: 25.7% annualized vs 23.0% for the S&P, achieved through a regime-driven mix of leveraged equities, bonds, gold, USD, and anti-beta hedges with built-in risk controls. Be aware of higher drawdown in stress periods.

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Invest in this strategy
OOS Start Date
Oct 3, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical rotation, risk-on/risk-off, mean reversion, volatility filter, rates regime, daily rebalance
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, TMF, UMDDandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 59.56%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.